BiographySuresh's research interests are in accounting information and asset prices, analyst forecasts, and empirical asset pricing. One of his papers titled, "Out of Sample Performance of Long-run Risk Models" is forthcoming in the Journal of Financial Economics. In his current research, Suresh suggests that aggregate earnings expectation revisions can explain the post-earnings announcement drift. In another paper, he examines the relation between earnings dispersion and macroeconomic conditions. At CBS, he teaches the core Financial Accounting class in the MBA program. Suresh received Ph.D in Business Administration from the University of Southern California in 2012. Prior to joining the Ph.D program, he worked at the Indian School of Business as an Academic Associate. He has also held the position of Investment Researcher for a subsidiary of Deutsche Bank Hedge Fund. Suresh received the Mary Pickford Foundation Doctoral Teaching Award in 2009 and won the USC Ph.D achievement award in 2012.
The "Out-of-Sample" Performance of Long-Run Risk Models
In Journal of Financial Economics
Coauthor(s): Wayne Ferson, Suresh Nallareddy, Biqin Xie
The role of taxes in the disparity between corporate performance and economic growth
Coauthor(s): Urooj Khan, Suresh Nallareddy, Ethan Rouen
Conditional Earnings Dispersion, the Macroeconomy and Aggregate Stock Returns
Coauthor(s): Alon Kalay, Suresh Nallareddy, Gil Sadka
Does Differential Sensitivity to Aggregate Earnings Shocks Drive Post-Earnings-Announcement Drift?
Coauthor(s): Suresh Nallareddy
Is Liquidity Distinct from Size?
Coauthor(s): Suresh Nallareddy, K. R. Subramanyam